2486 search results - page 196 / 498 » Simulation Optimization Research and Development |
120
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WSC
2007
15 years 5 months ago
2007
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
WSC
2007
15 years 5 months ago
2007
The automated analysis of model specifications is an area that historically receives little attention in the simulation research community but which can offer significant bene...
133
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IEEEHPCS
2010
15 years 22 days ago
2010
In this paper we analyze the performance of execution of service workflows in virtual machines (VMs) used as resources in our service-oriented grid testbed (SGT). We chosen an app...
176
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CORR
2011
Springer
14 years 6 months ago
2011
Springer
Despite the extensive use of the agent technology in the Supply Chain Management field, its integration with Advanced Planning and Scheduling (APS) tools still represents a promis...
151
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KI
2010
Springer
15 years 22 days ago
2010
Springer
Abstract. This paper presents a novel method for developing and evaluating intelligent robot behavior for joint human-robot activities. We extended a physical simulation of an auto...